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# Proposal for a New LogDensity Function Interface | ||
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## Introduction | ||
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The goal is to design a flexible and user-friendly interface for log density functions that can handle various model operations, especially in higher-order contexts such as Gibbs sampling. This interface should facilitate: | ||
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- **Conditioning**: Incorporating observed data into the model. | ||
- **Fixing**: Fixing certain variables to specific values. (like `do` operator) | ||
- **Generated Quantities**: Computing additional expressions or functions based on the model parameters. | ||
- **Prediction**: Making predictions by fixing parameters and unconditioning on data. | ||
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This proposal aims to redefine the interface from the user's perspective, focusing on ease of use and extensibility beyond the traditional probabilistic programming languages (PPLs). | ||
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## Proposed Interface | ||
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Below is a proposed interface with key functionalities and their implementations. | ||
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### Core Functions | ||
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#### Check if a Model is Parametric | ||
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```julia | ||
# Check if a log density model is parametric | ||
function is_parametric(model::LogDensityModel) -> Bool | ||
... | ||
end | ||
``` | ||
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- **Description**: Determines if the model has a parameter space with a defined dimension. | ||
- | ||
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#### Get the Dimension of a Parametric Model | ||
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```julia | ||
# Get the dimension of the parameter space (only defined when is_parametric(model) is true) | ||
function dimension(model::LogDensityModel) -> Int | ||
... | ||
end | ||
``` | ||
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- **Description**: Returns the dimension of the parameter space for parametric models. | ||
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### Log Density Computations | ||
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#### Log-Likelihood | ||
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```julia | ||
# Compute the log-likelihood given parameters | ||
function loglikelihood(model::LogDensityModel, params::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
... | ||
end | ||
``` | ||
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- **Description**: Computes the log-likelihood of the data given the model parameters. | ||
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#### Log-Prior | ||
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```julia | ||
# Compute the log-prior given parameters | ||
function logprior(model::LogDensityModel, params::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
... | ||
end | ||
``` | ||
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- **Description**: Computes the log-prior probability of the model parameters. | ||
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#### Log-Joint | ||
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```julia | ||
# Compute the log-joint density (log-likelihood + log-prior) | ||
function logjoint(model::LogDensityModel, params::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
return loglikelihood(model, params) + logprior(model, params) | ||
end | ||
``` | ||
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- **Description**: Computes the total log density by summing the log-likelihood and log-prior. | ||
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### Conditioning and Fixing Variables | ||
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#### Conditioning a Model | ||
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```julia | ||
# Condition the model on observed data | ||
function condition(model::LogDensityModel, data::NamedTuple) -> ConditionedModel | ||
... | ||
end | ||
``` | ||
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- **Description**: Incorporates observed data into the model, returning a `ConditionedModel`. | ||
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#### Checking if a Model is Conditioned | ||
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```julia | ||
# Check if a model is conditioned | ||
function is_conditioned(model::LogDensityModel) -> Bool | ||
... | ||
end | ||
``` | ||
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- **Description**: Checks whether the model has been conditioned on data. | ||
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#### Fixing Variables in a Model | ||
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```julia | ||
# Fix certain variables in the model | ||
function fix(model::LogDensityModel, variables::NamedTuple) -> FixedModel | ||
... | ||
end | ||
``` | ||
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- **Description**: Fixes specific variables in the model to given values, returning a `FixedModel`. | ||
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#### Checking if a Model has Fixed Variables | ||
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```julia | ||
# Check if a model has fixed variables | ||
function is_fixed(model::LogDensityModel) -> Bool | ||
... | ||
end | ||
``` | ||
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- **Description**: Determines if any variables in the model have been fixed. | ||
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### Specialized Models | ||
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#### Conditioned Model Methods | ||
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```julia | ||
# Log-likelihood for a conditioned model | ||
function loglikelihood(model::ConditionedModel, params::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
... | ||
end | ||
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# Log-prior for a conditioned model | ||
function logprior(model::ConditionedModel, params::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
... | ||
end | ||
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# Log-joint for a conditioned model | ||
function logjoint(model::ConditionedModel, params::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
return loglikelihood(model, params) + logprior(model, params) | ||
end | ||
``` | ||
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- **Description**: Overrides log density computations to account for the conditioned data. | ||
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#### Fixed Model Methods | ||
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```julia | ||
# Log-likelihood for a fixed model | ||
function loglikelihood(model::FixedModel, data::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
... | ||
end | ||
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# Log-prior for a fixed model | ||
function logprior(model::FixedModel, data::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
... | ||
end | ||
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# Log-joint for a fixed model | ||
function logjoint(model::FixedModel, data::Union{Vector, NamedTuple, Dict}) -> Float64 | ||
return loglikelihood(model, data) + logprior(model, data) | ||
end | ||
``` | ||
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- **Description**: Adjusts log density computations based on the fixed variables. | ||
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### Additional Functionalities | ||
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#### Generated Quantities | ||
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```julia | ||
# Compute generated quantities after fixing parameters | ||
function generated_quantities(model::LogDensityModel, fixed_vars::NamedTuple) -> NamedTuple | ||
... | ||
end | ||
``` | ||
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- **Description**: Computes additional expressions or functions based on the fixed model parameters. | ||
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#### Prediction | ||
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```julia | ||
# Predict data based on fixed parameters | ||
function predict(model::LogDensityModel, params::Union{Vector, NamedTuple, Dict}) -> NamedTuple | ||
... | ||
end | ||
``` | ||
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- **Description**: Generates predictions by fixing the parameters and unconditioning the data. | ||
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## Advantages of the Proposed Interface | ||
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- **Flexibility**: Allows for advanced model operations like conditioning and fixing, essential for methods like Gibbs sampling. | ||
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- **User-Centric Design**: Focuses on usability from the model user's perspective rather than the PPL implementation side. | ||
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- **Consistency**: Maintains a uniform interface for both parametric and non-parametric models, simplifying the learning curve. | ||
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## Usage Examples | ||
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## Non-Parametric Models |